NMOF-internal: Internal NMOF functions

In enricoschumann/NMOF: Numerical Methods and Optimization in Finance

Internal NMOF functions

Description

Several internal functions, not exported from the NMOF name space.

Usage

makeInteger(x, label, min = 1L)
anyNA(x)
checkList(passedList, defaultList, label = "'algo'")
mRU(m,n)
mRN(m,n)
mcList(mc.control)
repair1c(x, up, lo)
Chapters1
Chapters2
due(D, tauD, tau, q)

Details

makeInteger coerces the scalar x to integer. If the result is NA or smaller than min, an error is issued.

anyNA gives TRUE if any(is.na(x)), else FALSE. If x is a function or NULL, it also gives FALSE.

checkList will issue an error if passedList contains any NA elements. It will give a warning if any elements in passedList are unnamed, or if an element in names(passedList) is not found in names(defaultList).

mRU and mRN create matrices (of size m times n) of uniform/Gaussian variates.

mcList takes a list of named elements and ‘merges’ them with the default settings of mclapply from package parallel.

repair1c is described in the vignette on ‘Repairing Solutions’.

Chapters[12] is a vector of length 15, giving the chapter names as printed in the book. (Can be accessed with showChapterNames.)

due (dividends until expiry) returns a list with named components tauD and D: all dividends for which time-to-payment is greater than zero, but less than or equal to time-to-expiry.

Author(s)

Enrico Schumann

References

Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}

Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). http://enricoschumann.net/NMOF.htm#NMOFmanual

enricoschumann/NMOF documentation built on May 3, 2024, 10:06 p.m.